@@ -21,7 +21,7 @@ du_t = βudt + αudW_t
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where ``β=1.01``, ``α=0.87``, and initial condtion ``u_0=1/2``, with solution
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```math
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- u(u0 ,p,t,W_t)=u_0\e xp((α-\f rac{β^2}{2})t+βW_t)
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+ u(u_0 ,p,t,W_t)=u_0\e xp((α-\f rac{β^2}{2})t+βW_t)
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```
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"""
@@ -43,7 +43,7 @@ du_t = βudt + αudW_t
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where ``β=1.01``, ``α=0.87``, and initial condtion ``u_0=\f rac{1}{2}`` with solution
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```math
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- u(u0 ,p,t,W_t)=u_0\e xp((α-\f rac{β^2}{2})t+βW_t)
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+ u(u_0 ,p,t,W_t)=u_0\e xp((α-\f rac{β^2}{2})t+βW_t)
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```
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"""
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prob_sde_2Dlinear = SDEProblem (SDEFunction (f_linear_iip,σ_linear_iip,
@@ -127,13 +127,13 @@ end
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Lorenz Attractor with additive noise
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```math
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- dx = σ* (y-x)dt + αdW_t
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+ dx = σ(y-x)dt + αdW_t
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```
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```math
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- dy = (x* (ρ-z) - y)dt + αdW_t
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+ dy = (x(ρ-z) - y)dt + αdW_t
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```
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```math
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- dz = (x*y - β*z )dt + αdW_t
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+ dz = (xy - βz )dt + αdW_t
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```
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with ``σ=10``, ``ρ=28``, ``β=8/3``, ``α=3.0`` and inital condition ``u_0=[1;1;1]``.
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